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Date/Time: Thu, 26 Jun 2025 13:21:36 +0000



Post From: Bund Denali datafeed problem with timestamps => charts messed up

[2021-11-19 14:09:24]
User293778 - Posts: 28
Hi SC team,

For a while now I have been observing a weird behaviour with the Denali data feed for the Bund. Timestamps do not appear correctly and you get weird charts. I can see the same behaviour regardless of my charts being regular candle charts or TPOs.

I attach images of this morning:
- time was 9:14 as you can see in the first image.
- in image 1, in the regular 5min candle chart there are 9 candles...kindof... => not possible at 9:14 and I dont have have Full Session enabled, and in the 30min chart above there are 5 candles already!!
- timestamps are all mixed => open followed by 9:40, then 9:05, then 10:10, then 9:20....
- my 30min TPO chart show that we are in period C (should be A) and my 1min TPO should have 14-16 TPOs but there are 4 and it says that we are pass 10:00

This happens ONLY with the bund, not with other Eurex symbols. I have the Denali datafeed and CQG order routing.

thanks for taking a look.
imageDB_1.JPG / V - Attached On 2021-11-19 14:07:19 UTC - Size: 370.5 KB - 141 views
imageDB_2.JPG / V - Attached On 2021-11-19 14:07:29 UTC - Size: 312.45 KB - 136 views